+267.1%
MTZ vs OKTA
+168.2%
+98.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.8% | -4.4% |
| 7D | -8.7% | -6.0% | -2.7% | -8.2% |
| 30D | -15.0% | -23.2% | +8.2% | -12.9% |
| 3M | -32.6% | +18.3% | -50.9% | -34.7% |
| 6M | -56.3% | +112.6% | -168.9% | -61.9% |
| YTD | -16.8% | +106.3% | -123.1% | -27.7% |
| 1Y | -10.0% | +108.0% | -118.1% | -22.0% |
| 3Y | +267.1% | +163.2% | +103.9% | +215.1% |
| All | +267.1% | +168.2% | +98.9% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling